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Capsule Networks: Next Gen Deep Learning Computer Vision for Stock Forecasting​

Capsule Networks: Next Gen Deep Learning Computer Vision for Stock Forecasting​

July 15, 2019 | Ai Driven Investment Strategies, Convolutional Neural Networks, Data Science, Deep Learning, Machine Learning, Neural Networks, Predictive Analytics, Quantitative Analysis, Quantitative Investing, Stock Forecasting, Time Series Data,

Erez Katz, CEO and Co-founder of Lucena Research Capsule Networks are a fascinating, relatively new technology for image classification. Compared to CNNs, capsule networks have many benefits and phenomenal potential for image classification tasks, specifically time series forecasting.

How to fight the commoditization of Alt Data

How to fight the commoditization of Alt Data

April 9, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Matching Engine, Data Provider, Data Qualification Engine, Data Science, Data Validation, Investment Strategies, Long and Short Strategies, Machine Learning, Model Portfolios, Quantitative Analysis,

Erez Katz, CEO and Co-founder Lucena Research The challenge of prolonging alternative data relevancy is on many data provider’s mind. Increased competition, and wide distribution could quickly turn into alpha decay and commoditization.

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A Quantamental Approach Using Labeling for Stock Trading

A Quantamental Approach Using Labeling for Stock Trading

March 27, 2019 | Ai Driven Investment Strategies, Company Blog, Data Science, Data Validation, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

One of our Quants, Tarun Bhatia, reviews Quantamental Investing and Labeling Techniques for ML in Finance.

Feature Engineering for Trading: Art or Science?

Feature Engineering for Trading: Art or Science?

February 12, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Big Data, Company Blog, Data Analytics Suite, Data Provider, Data Qualification Engine, Data Science, Data Validation, Machine Learning, Model Portfolios, Quantitative Analysis,

Erez Katz, CEO and Co-founder Lucena Research How Feature Engineering Extracts Signals from Data for Trading Those of us who work with big data and the applications of deep learning are often conflicted where human intellect is applied. Utilizing feature…

How to minimize overfitting in your quantitative investment research

How to minimize overfitting in your quantitative investment research

February 8, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Provider, Data Science, Machine Learning, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research How Cross-Validation and Grid Searching Strengthen Your Model  As new datasets enter the predictive analytics world, streamlining their evaluation and deployment is becoming increasingly essential. Combining multiple, independent datasets into a single predictive model…

How Dynamic Models Prolong An Investment Strategy

How Dynamic Models Prolong An Investment Strategy

January 29, 2019 | Ai Driven Investment Strategies, Company Blog, Investment Strategies, Machine Learning, Model Portfolios, Portfolio Optimization, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research The benefits of dynamic models and how they prolong your investment strategy in a volatile market. One of the biggest fallacies of quantitative strategy development is the belief that a successful model will…

Why You Should Be Using A Genetic Algorithm for Feature Selection

Why You Should Be Using A Genetic Algorithm for Feature Selection

January 18, 2019 | Ai Driven Investment Strategies, Big Data, Company Blog, Machine Learning, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

Why You Should Be Using a Genetic Algorithm (GA) for Feature Selection At Lucena, our goal is to democratize some of the best kept secrets in the Financial industry. Our team works to refute the “black-box” image often associated with…

Data Science: A Prerequisite To Machine Learning and Investment Research

Data Science: A Prerequisite To Machine Learning and Investment Research

January 18, 2019 | Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Science, Data Validation, Investment Strategies, Machine Learning, Portfolio Optimization, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Is your data research ready? Here are several key concepts for quantitative investment research. Data science is the crucial first step before machine learning can be applied.

How to Use Arbitrage Trading for Foreign Exchange Strategies

How to Use Arbitrage Trading for Foreign Exchange Strategies

January 14, 2019 | Ai Driven Investment Strategies, Big Data, Company Blog, Data Science, Event Analyzer, Investment Strategies, Model Portfolios, Quantitative Analysis, Quantitative Investing,

Erez Katz, Lucena Research CEO and Co-founder Cointegration is an excellent time series analysis geared to identify a high conviction trade such as arbitrage trading strategies for foreign exchange. A Scientific Approach to Arbitrage Trading in Foreign Exchange   Cointegration…

How To Avoid Missing The Obvious In Your Deep Learning Strategy

How To Avoid Missing The Obvious In Your Deep Learning Strategy

January 12, 2019 | Ai Driven Investment Strategies, Company Blog, Deep Learning, Investment Strategies, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research In Deep Learning, Extracting The Right Insights Hinges On Several Key Steps. Here is how to form a thorough deep learning strategy for investment research. To illustrate, here are two examples that were…

Is Your Data Predictive? How to Measure Before Risking Capital

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | Data Analytics Suite, Data Science, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Here are the pitfalls data providers and data consumers should be aware of.

How To Use RNNs and Time Series Data for Forecasting Stock Prices

How To Use RNNs and Time Series Data for Forecasting Stock Prices

January 9, 2019 | Ai Driven Investment Strategies, Alternative Data, Company Blog, Forecasting, Machine Learning, Neural Networks, Quantitative Analysis, Time Series Data,

How to Use Time Series Data and RNNs To Forecast Stock Prices. It’s important to configure deep net infrastructure to accommodate time series data.

How To Beat The Odds With A Short Only Investment Strategy

How To Beat The Odds With A Short Only Investment Strategy

January 5, 2019 | Ai Driven Investment Strategies, Long and Short Strategies, Machine Learning, Quantitative Analysis, Short Only Investment Strategies,

Erez Katz, CEO and Co-founder of Lucena Research  Risk vs. Reward in Short Investment Strategies A prominent portfolio manager once told me; “If you can come up with a method to reliably identify short investment opportunities, you will likely own…

How To Keep Your Financial Firm Competitive

How To Keep Your Financial Firm Competitive

January 5, 2019 | Ai Driven Investment Strategies, Machine Learning, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research How machine learning fills the gap between AI fact and fiction. In 2017 Larry Fink, CEO of BlackRock, made a bold statement that rattled the Financial industry. More and more firms are turning…

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